macOS

Unpack the archive (double click in finder) to an arbitrary location in the file system. You may want to move the resulting directory to /Library/Java/JavaVirtualMachines (admin privileges required). If you do so, /usr/libexec/java_home -V will show SapMashine. Moreover, if SapMachine is the most recent JDK, the java command in the shell will use it. You can try this with java -version.

If you prefer not to have SapMachine integrated in macOS' Java Framework, you can set JAVA_HOME / PATH environment variables accordingly and run it from an arbitrary location in the file system.